lassoshooting: L1 regularized regression (Lasso) solver using the Cyclic Coordinate Descent algorithm aka Lasso Shooting

L1 regularized regression (Lasso) solver using the Cyclic Coordinate Descent algorithm aka Lasso Shooting is fast. This implementation can choose which coefficients to penalize. It support coefficient-specific penalities and it can take X'X and X'y instead of X and y.

Author
Tobias Abenius <Tobias.Abenius@Chalmers.se>
Date of publication
2012-05-02 10:30:05
Maintainer
Tobias Abenius <Tobias.Abenius@Chalmers.se>
License
LGPL-3
Version
0.1.5-1

View on CRAN

Man pages

lassoshooting
Lasso Shooting
softthresh
Soft Threshold

Files in this package

lassoshooting
lassoshooting/MD5
lassoshooting/LICENSE
lassoshooting/R
lassoshooting/R/lassoshooting.R
lassoshooting/src
lassoshooting/src/Makevars
lassoshooting/src/ccd_r.c
lassoshooting/src/ccd.h
lassoshooting/src/ccd_common.c
lassoshooting/src/Makevars.win
lassoshooting/src/softthresh_r.c
lassoshooting/DESCRIPTION
lassoshooting/inst
lassoshooting/inst/po
lassoshooting/inst/po/C
lassoshooting/inst/po/C/LC_MESSAGES
lassoshooting/inst/po/C/LC_MESSAGES/lassoshooting.pot
lassoshooting/man
lassoshooting/man/softthresh.Rd
lassoshooting/man/lassoshooting.Rd
lassoshooting/NAMESPACE
lassoshooting/ChangeLog